Anic Equity¶

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Total return since start: 0.591 %¶

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Equity now: -----------------------------> 48599.16 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46396.98 Kr¶

PnL: ---------------------------------------> -1825.27 Kr¶

DD now: ---------------------------------> -6.67 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:28:39.172501'

Anic Portfolio¶

This Week¶

Return: 0.264 %¶

Total¶

Return: 59.101 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.450000 817.200000 119.200000 17.080000 698.000040
Tobii Dynavox 109 0.390000 2801.300000 79.300000 2.910000 2721.999993
Nordisk Bergteknik B 130 -1.960000 4218.500000 54.500000 1.310000 4163.999970
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -0.890000 719.340000 33.340000 4.860000 686.000016
MEKO 13 -1.390000 1573.000000 19.000000 1.220000 1554.000006
Embracer Group B 14 -0.810000 704.620000 15.620000 2.270000 689.000004
Vitec Software Group B 1 -0.700000 500.000000 15.000000 3.090000 485.000000
Tietoevry 2 -2.240000 646.800000 8.800000 1.380000 638.000000
G5 Entertainment 3 -0.160000 573.900000 1.900000 0.330000 572.000001
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
Mycronic 3 -2.430000 651.600000 -0.400000 -0.060000 651.999999
SKF B 3 -3.680000 592.050000 -3.950000 -0.660000 596.000001
Addnode Group B 6 -1.510000 703.200000 -5.800000 -0.820000 709.000002
ASSA ABLOY B 2 -1.650000 502.200000 -11.800000 -2.300000 514.000000
Avanza Bank Holding 2 -2.810000 497.800000 -13.200000 -2.580000 511.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna B 7 -2.760000 615.720000 -24.280000 -3.790000 639.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Collector Bank 29 -5.390000 1202.780000 -31.220000 -2.530000 1233.999996
Lagercrantz Group B 5 -0.780000 574.500000 -32.500000 -5.350000 607.000000
Fastighetsbolag. Emilshus Pref 21 -3.820000 528.150000 -33.850000 -6.020000 562.000005
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.170000 578.250000 -39.750000 -6.430000 618.000000
Mips 1 -0.350000 481.900000 -47.100000 -8.900000 529.000000
Norva24 Group 12 -2.480000 358.800000 -48.450000 -11.900000 407.250000
Rejlers B 6 -4.160000 912.000000 -50.000000 -5.200000 961.999998
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
Viaplay Group B 4 -2.830000 974.400000 -62.600000 -6.040000 1037.000000
Nordea Bank Abp 30 -4.280000 3690.600000 -72.400000 -1.920000 3762.999990
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
AFRY 3 -2.980000 518.400000 -76.600000 -12.870000 594.999999
Beijer Alma B 9 -1.690000 1831.500000 -122.500000 -6.270000 1953.999999
RVRC Holding 17 -1.860000 557.600000 -125.400000 -18.360000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.140000 3548.800000 -589.200000 -14.240000 4138.000000
TOTAL 46396.980000 -1825.270000 -6.67024% 48222.250041

Updated:¶

'2023-03-13 17:27:26.172727'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶